Despite objections submitted to the US bankruptcy court from the holders of Lehman Brothers minibonds, the latest resolution effort to reach settlement on the sale of credit-linked notes to retail i...
Eurozone bail-out vehicle doesn't hurt existing bondholders, EC official argues
Balancing the books
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Credit risk articles
Risky funding with counterparty and liquidity charges
Capturing credit correlation between counterparty and underlying
Market participants are close to completing the legal and operational details relating to a new custodian account arrangement that would allow the city's participating banks in offshore renminbi to ...
Asian regulators are expected to closely follow their peers in the US and Europe in demanding swap execution facilities and over-the-counter derivatives clearing in Asia. This may bolster e-trading ...
Fixed-income investments are becoming increasingly popular in Asia, but less transparency in secondary fixed-income market trading compared with traditional equities means institutional investors ne...
Rate me up, before you go-go
Bank of Spain releases details of savings banks’ exposures to real estate sector, levels of provisions; says reforms have addressed slew of underlying problems
Derivatives market set for shake-up as confusion over how to price multi-currency CSA trades drives a push towards a standardised collateral agreement
While dollar's status as reserve currency makes imminent downgrade unlikely, that may change if US government fails to implement credible debt reduction plan, says lead sovereign analyst at Moody's.
Institutional investors in Asia have some way to go to meet on-going regulatory requirements as set out by Dodd-Frank, the European Commission and other initiatives aimed at mitigating risks inheren...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.